Why is the hypothesis test for an OLS parameter estimate a t-test when o is unknown, and yet you know that the asymptotic distribution of the parameter estimates are Normally distributed? Prove...


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Why is the hypothesis test for an OLS parameter estimate a t-test when o is<br>unknown, and yet you know that the asymptotic distribution of the parameter<br>estimates are Normally distributed? Prove definitively.<br>Why is the goodness of fit test of your OLS model an F-test? Prove definitively.<br>

Extracted text: Why is the hypothesis test for an OLS parameter estimate a t-test when o is unknown, and yet you know that the asymptotic distribution of the parameter estimates are Normally distributed? Prove definitively. Why is the goodness of fit test of your OLS model an F-test? Prove definitively.

Jun 07, 2022
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